Quantitative Analyst – FX Options Electronic Pricing & Automation, VP

Overview

As a Quantitative Analyst at Citi, you will help shape the FX Options electronic pricing platform in a hands-on, front-office engineering role. You’ll own pricing infrastructure, collaborate with traders and technologists, and push automation and new pricing capabilities. You work on production-grade systems that price and manage risk for complex derivatives, with real business impact. This role offers a clear technical-to-front-office growth path in a high-scale trading environment.

Pay / Benefits

• hybrid work model: 3 days in office, 2 remote
• competitive compensation aligned to front-office quant market
• learning and development resources
• global network of professionals
• growth pathway from technical quant to broader front-office role
• performance-driven team environment

Responsibilities

• Develop analytics libraries powering real-time pricing and risk management for FX Options
• Build and enhance production electronic pricing, risk analytics, and automation capabilities
• Advance the electronic pricing platform with greater automation and new pricing features
• Deliver high-performance quantitative solutions in C++ and Python using OO design
• Collaborate with traders and structurers to translate business needs into robust pricing systems
• Ensure models and systems comply with governance, risk, and control requirements

Key requirements

• Production software design and implementation in modern C++ and Python
• Experience applying statistics, probability, and math to derivative pricing (FX Options)
• Familiarity with market data concepts and pricing/risk analytics
• Knowledge of quantitative finance principles and investment products
• Strong written and spoken communication for cross-functional collaboration
• Bachelor’s degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering

• clear and confident communication
• collaboration across trading, technology, and control functions
• sound judgement on risk and governance
• C++
• Python
• statistics

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